For the RDS is not in VPC, we can add our local IP to RDS Dashboard -> Security Group.
The case is totally different if RDS is in VPC. We are not allow to do any setting or add our local computer IP here.
In order for us to access/connect to MySQL (RDS) in AWS that is in VPC, we need to add our IP in VPC which is under EC2 Dashboard -> Security Group. Add local IP to the security group that is using the RDS. In My case is Default group.
Please follow the step by step guide in the print screen.
Hope this helps.